A Note on the Pricing of American Options
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Publication:4830839
DOI10.1137/S0040585X980221zbMATH Open1056.91027OpenAlexW2009995487MaRDI QIDQ4830839
Publication date: 16 December 2004
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x980221
Related Items (4)
A Note on Market Completeness with American Put Options ⋮ The pricing of the American option ⋮ Title not available (Why is that?) ⋮ A note on the perpetual American straddle
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